1. Ensure there is some sense of how your world is run. We may not need to know how it is done, we need to know it IS done, and your fictional world isn't in a state of anarchy.
2. Ensure your characters know what they need to know at a local level. For example, if there are rules in the region of XYZ citizens can't go out after a certain time at night, your characters need to know this. Breaking such a rule could, of course, be a major part of your plot here. If so, ensure your characters know the consequences of breaking the rules and what they are facing in doing so. It all helps increase the tension!
3. Your characters will, presumably, need to eat, sleep, find shelter etc so again there should be some sense of how your characters do this as they have their adventures. Things don't "just happen"!
4. I like to see a general picture of how the different species interact with each other, including whether there could be any Romeo and Juliet situations where two "people" from rival backgrounds fall for each other.
5. What is expected OF your characters by the world in which you've placed them?